The proof of Zorn's lemma requires some knowledge of set theory. Explicitly, you'll need to know about the axioms of ZFC, the replacement axiom, the axiom of choice, transfinite induction, ordinals,...
To learn about all these things, I've got two beautiful references for you:
- Introduction to set theory, by Hrbacek and Jech
- Set theory, by Jech
If you want some free materials on the internet, then I recommend staff.science.uva.nl/~vervoort/AST/ast.pdf but it's not at all an easy lecture...